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Parallax Volatility Advisers Portfolio holdings
AUM
$58.9B
1-Year Est. Return
51.73%
This Fund
S&P 500
This Quarter
Est. Return
+0.52%
1 Year Est. Return
+51.73%
3 Year Est. Return
+168.58%
5 Year Est. Return
+213.54%
10 Year Est. Return
+865.31%
AUM
$34.3B
AUM Growth
+$2.76B
(+8.7%)
Cap. Flow
+$756M
Cap. Flow
% of AUM
2.21%
Top 10 Holdings %
Top 10 Hldgs %
25.05%
Holding
6,782
New
2,582
Increased
1,916
Reduced
1,653
Closed
442
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares MSCI Brazil ETF
EWZ
|
+$186M |
| 2 |
Apple
AAPL
|
+$128M |
| 3 |
State Street Energy Select Sector SPDR ETF
XLE
|
+$38.5M |
| 4 |
Microsoft
MSFT
|
+$36.4M |
| 5 |
Halliburton
HAL
|
+$35.1M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
WBA
Walgreens Boots Alliance
WBA
|
+$50.6M |
| 2 |
Oracle
ORCL
|
+$25.7M |
| 3 |
Meta Platforms (Facebook)
META
|
+$25.2M |
| 4 |
Wells Fargo
WFC
|
+$25M |
| 5 |
Deere & Co
DE
|
+$24.9M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.48% |
| 2 | Technology | 1.89% |
| 3 | Consumer Discretionary | 1.28% |
| 4 | Financials | 0.92% |
| 5 | Industrials | 0.77% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
1026
PUT
Travel + Leisure Co
TNL
$3.96B
| $2.24M | 0.01% |
57,812
-41,199
| -42% | -$1.49M |
|
1027
PUT
NiSource
NI
$20B
| $2.24M | 0.01% |
134,122
+99,001
| +282% | +$1.61M |
|
|
RYL
1028
PUT
DELISTED
RYLAND GROUP INC
RYL
| $2.23M | 0.01% |
57,800
+6,500
| +13% | +$236K |
|
|
ARUN
1029
DELISTED
ARUBA NETWORKS, INC.
ARUN
| $2.22M | 0.01% |
122,140
+95,551
| +359% | +$1.91M |
|
1030
CALL
Jabil
JBL
$32.6B
| $2.22M | 0.01% |
101,700
+22,600
| +29% | +$460K |
|
1031
CALL
Hershey
HSY
$34.6B
| $2.21M | 0.01% |
21,300
+18,200
| +587% | +$1.77M |
|
1032
Liberty Global Class A
LBTYA
$3.58B
| $2.21M | 0.01% |
53,345
+20,782
| +64% | +$797K |
|
|
STI
1033
CALL
DELISTED
SunTrust Banks, Inc.
STI
| $2.2M | 0.01% |
52,600
+45,900
| +685% | +$1.8M |
|
1034
PUT
General Dynamics
GD
$95.4B
| $2.2M | 0.01% |
16,000
+400
| +3% | +$54.4K |
|
1035
CALL
Factset
FDS
$9.93B
| $2.19M | 0.01% |
15,600
+5,300
| +51% | +$704K |
|
1036
iShares US Financials ETF
IYF
$4.29B
| $2.19M | 0.01% |
+48,500
| New | +$2.11M |
|
1037
Cisco
CSCO
$431B
| $2.18M | 0.01% |
78,438
-32,415
| -29% | -$837K |
|
|
JKS
1038
JinkoSolar
JKS
$638M
| $2.18M | 0.01% |
110,691
+31,652
| +40% | +$707K |
|
1039
PUT
Marathon Petroleum
MPC
$112B
| $2.17M | 0.01% |
48,200
-158,400
| -77% | -$6.97M |
|
1040
CALL
Martin Marietta Materials
MLM
$35.7B
| $2.17M | 0.01% |
19,700
-280,100
| -93% | -$33.1M |
|
1041
PUT
NetApp
NTAP
$36.3B
| $2.17M | 0.01% |
52,500
+23,500
| +81% | +$976K |
|
|
CAM
1042
CALL
DELISTED
CAMERON INTERNATIONAL CORPORATION
CAM
| $2.16M | 0.01% |
43,300
-84,500
| -66% | -$4.68M |
|
1043
PUT
Vanguard Morningstar Total Stock Market ETF
VTI
$686B
| $2.16M | 0.01% |
20,400
+17,500
| +603% | +$1.81M |
|
1044
Cognizant
CTSH
$26.2B
| $2.16M | 0.01% |
41,012
-28,395
| -41% | -$1.42M |
|
1045
PUT
Deutsche Bank
DB
$76.4B
| $2.16M | 0.01% |
80,640
+42,784
| +113% | +$1.2M |
|
1046
Boston Scientific
BSX
$65.2B
| $2.16M | 0.01% |
+162,855
| New | +$2.08M |
|
|
BIG
1047
CALL
DELISTED
Big Lots, Inc.
BIG
| $2.16M | 0.01% |
53,900
+11,500
| +27% | +$511K |
|
1048
PUT
Royal Caribbean
RCL
$69.5B
| $2.15M | 0.01% |
26,100
+8,800
| +51% | +$618K |
|
1049
Fossil Group
FOSL
$287M
| $2.15M | 0.01% |
19,386
+12,554
| +184% | +$1.31M |
|
|
ACHN
1050
PUT
DELISTED
Achillion Pharmaceuticals
ACHN
| $2.14M | 0.01% |
+175,000
| New | +$2.14M |
|
Similar funds
TI
Parallax Volatility Advisers's Q4 2014 Portfolio in Review
As of Q4 2014, Parallax Volatility Advisers held 6,782 positions worth $34.3B, up 8.7% from $31.5B the previous quarter. Its ten largest holdings account for 25% of the portfolio.
Parallax Volatility Advisers's Q4 2014 filing shows 2,582 new, 1,916 increased, 1,653 reduced and 442 closed positions. Its largest new stake was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M. The largest sale was Walgreens Boots Alliance, an estimated $50.6M.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 93% a quarter earlier, followed by Technology and Consumer Discretionary.
- Parallax Volatility Advisers's largest Q4 2014 buy was State Street Energy Select Sector SPDR ETF: 926,900 shares worth $36.7M.
- Parallax Volatility Advisers added most to iShares MSCI Brazil ETF in Q4 2014, an estimated $186M increase.
- Parallax Volatility Advisers's biggest Q4 2014 reduction was Walgreens Boots Alliance, cutting an estimated $50.6M.
- Parallax Volatility Advisers fully exited Outfront Media in Q4 2014, selling an estimated $10.2M.
- Parallax Volatility Advisers's ten largest holdings make up 25% of its $34.3B portfolio in Q4 2014.
- Parallax Volatility Advisers opened 2,582 new positions and closed 442 in Q4 2014.
- Parallax Volatility Advisers's portfolio value rose 8.7% quarter-over-quarter to $34.3B.
Based on Parallax Volatility Advisers's 13F filing for Q4 2014, filed 17 Feb 2015.